Parameter bias in an estimated DSGE model : does nonlinearity matter?
Yasuo Hirose (Faculty of Economics, Keio University and Centre for Applied Macroeconomic Analysis (CAMA), ANU), Takeki Sunakawa (Graduate School of Public Policy, University of Tokyo)
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Hirose, Yasuo ; Sunakawa, Takeki |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | Nonlinearity | Zero lower bound | DSGE model | Parameter bias | Bayesian estimation | DSGE-Modell | Bayes-Statistik | Bayesian inference | Preisrigidität | Price stickiness | Experiment | Niedrigzinspolitik | Low-interest-rate policy | Wirkungsanalyse | Impact assessment | Dynamisches Gleichgewicht | Dynamic equilibrium | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Nominalzins | Nominal interest rate | Systematischer Fehler | Bias | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2015, 46 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011758109